S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5722	4.18
$α$	0.2234	4.48
$β$	0.5909	7.39
$γ_{1}$	-1.4640	-1.65
$γ_{2}$	3.0072	2.02
$γ_{3}$	-3.9429	-2.87
$γ_{4}$	5.2835	3.50
$γ_{5}$	-5.4157	-3.24
$γ_{6}$	4.4397	3.11
$γ_{7}$	-3.1129	-3.51
$γ_{8}$	1.5514	2.42
$γ_{9}$	-0.3485	-0.77

V-Lab

iSelect Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iSelect Ltd Analyses